Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

by Damiano Brigo (Author), Fabio Mercurio (Author), Damiano Brigo (Author), Fabio Mercurio (Author)

New
Hardcover
2006
$173.46

This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models.

Synopsis

This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models.

$173.46

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 1038
Edition: 2nd ed. 2006. Corr. 3rd printing 2007
Publisher: Springer
Published: 04 Aug 2006
ISBN 10: 3540221492
ISBN 13: 9783540221494

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

New

$173.46

Synopsis

$173.46

More Information